In recent years in the fields of statistics and machine learning an increasing amount of so called local classification methods has been developed. Local approaches to classification are not new, but have lately become popular. Well-known examples are the <InlineEquation ID="IEq1"> <EquationSource Format="TEX">$$k$$</EquationSource> </InlineEquation> nearest neighbors method and...</equationsource></inlineequation>

A threshold stochastic volatility (SV) model is used for capturing time-varying volatilities and nonlinearity. Two adaptive Markov chain Monte Carlo (MCMC) methods of model selection are designed for the selection of threshold variables for this family of SV models. The first method is the...

In this paper we propose a new nonparametric regression method called composite support vector quantile regression (CSVQR) that combines the formulations of support vector regression and composite quantile regression. First the CSVQR using the quadratic programming (QP) is proposed and then the...